S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-1987
Day Change Summary
Previous Current
30-Jul-1987 31-Jul-1987 Change Change % Previous Week
Open 315.65 318.05 2.40 0.8% 309.27
High 318.53 318.85 0.32 0.1% 318.85
Low 315.65 317.56 1.91 0.6% 308.61
Close 318.05 318.66 0.61 0.2% 318.66
Range 2.88 1.29 -1.59 -55.2% 10.24
ATR 2.98 2.86 -0.12 -4.0% 0.00
Volume
Daily Pivots for day following 31-Jul-1987
Classic Woodie Camarilla DeMark
R4 322.23 321.73 319.37
R3 320.94 320.44 319.01
R2 319.65 319.65 318.90
R1 319.15 319.15 318.78 319.40
PP 318.36 318.36 318.36 318.48
S1 317.86 317.86 318.54 318.11
S2 317.07 317.07 318.42
S3 315.78 316.57 318.31
S4 314.49 315.28 317.95
Weekly Pivots for week ending 31-Jul-1987
Classic Woodie Camarilla DeMark
R4 346.09 342.62 324.29
R3 335.85 332.38 321.48
R2 325.61 325.61 320.54
R1 322.14 322.14 319.60 323.88
PP 315.37 315.37 315.37 316.24
S1 311.90 311.90 317.72 313.64
S2 305.13 305.13 316.78
S3 294.89 301.66 315.84
S4 284.65 291.42 313.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 318.85 308.61 10.24 3.2% 2.45 0.8% 98% True False
10 318.85 306.10 12.75 4.0% 2.77 0.9% 99% True False
20 318.85 304.23 14.62 4.6% 2.70 0.8% 99% True False
40 318.85 291.55 27.30 8.6% 3.06 1.0% 99% True False
60 318.85 277.01 41.84 13.1% 3.49 1.1% 100% True False
80 318.85 275.67 43.18 13.6% 3.99 1.3% 100% True False
100 318.85 275.67 43.18 13.6% 3.97 1.2% 100% True False
120 318.85 273.49 45.36 14.2% 3.87 1.2% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 324.33
2.618 322.23
1.618 320.94
1.000 320.14
0.618 319.65
HIGH 318.85
0.618 318.36
0.500 318.21
0.382 318.05
LOW 317.56
0.618 316.76
1.000 316.27
1.618 315.47
2.618 314.18
4.250 312.08
Fisher Pivots for day following 31-Jul-1987
Pivot 1 day 3 day
R1 318.51 317.54
PP 318.36 316.41
S1 318.21 315.29

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.